parToMatricesFactory: Factory: parToMatrices

In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

Factory: parToMatrices

Description

Creates a helper function to convert a parameter vector par to a Gamma and/or Theta matrix.

Usage

parToMatricesFactory(
  graph,
  init = NULL,
  fixParams = integer(0),
  parIsTheta = FALSE,
  checkValidity = TRUE
)

Arguments

graph	par represents entries corresponding to the edges of graph.
init	The values used for fixed parameters
fixParams	The indices (logical or numeric) of fixed parameters in the full parameter vector.
parIsTheta	TRUE if par represents entries in Theta (otherwise Gamma)
checkValidity	Whether to check if the implied Gamma/Theta is a valid parameter matrix.

Value

A function parToMatrices(par, forceGamma=FALSE, forceTheta=FALSE), which takes a parameter vector and returns either NULL or a list with entries Gamma, Theta. The function returns NULL if checkValidity==TRUE and par implies an invalid matrix. Otherwise, depending on parIsTheta, forceTheta, and forceGamma, one or both of Gamma and Theta are matrices implied by par.

graphicalExtremes documentation built on Nov. 14, 2023, 1:07 a.m.